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The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

This paper develops a multifidelity method that enables estimation of failure probabilities for expensive-to-evaluate models via information fusion and importance sampling. The presented general fusion method combines multiple probability…

Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variations, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis…

Methodology · Statistics 2025-12-15 Jin-Hong Du , Kathryn Roeder , Larry Wasserman

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Methodology · Statistics 2025-08-14 Yilin Chen , Pengfei Li , J. N. K. Rao , Changbao Wu

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…

Methodology · Statistics 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa

We develop methods for forming prediction sets in an online setting where the data generating distribution is allowed to vary over time in an unknown fashion. Our framework builds on ideas from conformal inference to provide a general…

Methodology · Statistics 2021-12-10 Isaac Gibbs , Emmanuel Candès

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

Recently, \textit{diffusion history inference} has become an emerging research topic due to its great benefits for various applications, whose purpose is to reconstruct the missing histories of information diffusion traces according to…

Social and Information Networks · Computer Science 2017-08-24 Yanchao Sun , Cong Qian , Ning Yang , Philip S. Yu

In this review, we examine an extended Bayesian inference method and its relation to biological information processing. We discuss the idea of combining two modes of Bayesian inference. The first is the standard Bayesian inference, which…

Other Statistics · Statistics 2023-07-04 Vasileios Basios , Yukio-Pegio Gunji , Pier-Francesco Moretti

This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…

Statistics Theory · Mathematics 2016-01-11 Janne V. Kujala

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

Our purpose is to model the dependence between two random variables, taking into account a priori knowledge on these variables. For example, in many applications (oceanography, finance...), there exists an order relation between the two…

Methodology · Statistics 2010-04-22 Dominique Drouet Mari , Valerie Monbet

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…

Information Theory · Computer Science 2022-05-30 Kenneth Bogert

Data augmentation improves the generalization power of deep learning models by synthesizing more training samples. Sample-mixing is a popular data augmentation approach that creates additional data by combining existing samples. Recent…

Computer Vision and Pattern Recognition · Computer Science 2024-03-20 Tsz-Him Cheung , Dit-Yan Yeung

Stochastic spreading models defined on complex network topologies are used to mimic the diffusion of diseases, information, and opinions in real-world systems. Existing theoretical approaches to the characterization of the models in terms…

Physics and Society · Physics 2021-01-15 Dario Mazzilli , Filippo Radicchi

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter…

Statistical Finance · Quantitative Finance 2011-10-26 Rafael S. Calsaverini , Renato Vicente

Query expansion is a well known method to improve the performance of information retrieval systems. In this work we have tested different approaches to extract the candidate query terms from the top ranked documents returned by the…

Information Retrieval · Computer Science 2008-12-18 José R. Pérez-Agüera , Lourdes Araujo

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen